solver/numeric/finite_difference/mod.rs
1//! Finite Difference Policy Iteration Solver.
2//!
3//! Grid-based PDE solver for HJB equations using backward induction with
4//! operator splitting (Howard's algorithm). Supports 1D through N-D problems
5//! via const generics.
6//!
7//! * `discretization`: Shared stencils (`DimensionKind`, `Transport`, boundary conditions).
8//! * `operator`: Sparse matrix construction and update for the discretized differential operator.
9//! * `pde`: FD-specific time-dependent transport contract.
10//! * `solver`: The `PolicyIterationSolver` with Implicit/Explicit/Crank-Nicolson schemes.
11
12pub mod discretization;
13pub mod elliptic;
14pub mod operator;
15pub mod pde;
16pub mod solver;
17
18pub use discretization::{
19 BoundaryCondition, BoundaryConditions, DimensionKind, JumpKernel, JumpTransition, Transport,
20 sample_jump_kernel,
21};
22pub use elliptic::{EllipticControlProblem, EllipticProblem, StationarySolver};
23pub use operator::Operator;
24pub use pde::PdeProblem;
25pub use solver::{PolicyIterationSolver, Scheme};